The lack of Asian character support is annoying (thankfully, it isn't really a problem for me, since I end up re-organizing my songs and translating names as a result of it).
However, as to "Not working out of the box"...my Zune 80, purchased more than a year ago during the initial launch, worked fine out of the box. Ultimately, if you're having computer issues, no MP3 player, by its very design, is going to work properly.
That being said.....if the issue of Asian characters is a dealbreaker for you, than the Zune may not be for you (there are also several other MP3 players that I would suggest you stay away from). At the risk of sounding condescending, do make sure you do some research on your next purchase as to language support, ID3, etc.